+593.0%
BE vs FIVE
+148.2%
+444.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | -14.7% | -0.3% | -14.5% | -14.7% |
| 30D | -40.5% | +17.7% | -58.2% | -45.3% |
| 3M | -24.3% | +4.0% | -28.3% | -26.7% |
| 6M | -39.3% | +2.6% | -41.9% | -42.0% |
| YTD | +99.4% | +27.6% | +71.8% | +69.9% |
| 1Y | +26.6% | +59.9% | -33.4% | -3.7% |
| 3Y | +1,616.9% | +35.8% | +1,581.2% | +1,184.6% |
| 5Y | +441.4% | +14.4% | +426.9% | +334.4% |
| All | +593.0% | +148.2% | +444.7% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling